Re: Bootstrap resampling!

From: Mats Karlsson Date: March 30, 2001 technical Source: cognigencorp.com
Date: Fri, 30 Mar 2001 08:44:48 +0200 From: Mats Karlsson <Mats.Karlsson@biof.uu.se> Subject: Re: Bootstrap resampling! Dear Joga and others, We (Ulrika Wählby et al.) has presented results from the randomisation test for covariates and LRT behaviour (FO, FOCE, FOCE INTER, LAPLACIAN) on previous PAGE meetings and an article on this is in press in J Pharmacokinet Pharmacodyn. In addition to what has been said here on nmusers, it appears that the LRT is sensitive to misspecification also to the distribution of random effects, not symmatric distribution means inflated significance levels. This is even more pronounced for OMEGA parameters. Ulrika will be presenting more on this at this years PAGE meeting. It is easy to sympatize with Joga's (we only need exact p-values sometimes) and Steve's (we don't need them at all), but for efficiency of model building the LRT is very useful. It is somewhat unfortunate that a use of a cut-off of 10, like Nick and many uses, sometimes gives actual alpha values of 0.001 and for other data sets/models a value of 0.2. Therefore if one is to trust the LRT, especially with the FO method, I think some understanding of its properties is in order. Hopefully our manuscript can help readers understand some influencing factors of the acutal significance levels of the LRT. Best regards, Mats -- Mats Karlsson, PhD Professor of Pharmacometrics Div. of Pharmacokinetics and Drug Therapy Dept. of Pharmaceutical Biosciences Faculty of Pharmacy Uppsala University Box 591 SE-751 24 Uppsala Sweden phone +46 18 471 4105 fax +46 18 471 4003 mats.karlsson@farmbio.uu.se
Mar 23, 2001 Ganesh R Iyer Bootstrap resampling!
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Mar 24, 2001 Harry Mager Hm Antwort: Bootstrap resampling!
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Mar 29, 2001 Leonid Gibiansky RE: Bootstrap resampling!
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Mar 29, 2001 Nick Holford Re: Bootstrap resampling! -> Randomization test
Mar 29, 2001 Leonid Gibiansky RE: Bootstrap resampling! -> Randomization test
Mar 29, 2001 Kenneth G. Kowalski RE: Bootstrap resampling! -> Randomization test
Mar 29, 2001 Jogarao Gobburu Re: Bootstrap resampling! -> Randomization test
Mar 29, 2001 Kenneth G. Kowalski RE: Bootstrap resampling! -> Randomization test
Mar 30, 2001 Stephen Duffull RE: Bootstrap resampling! -> Randomization test
Mar 30, 2001 Nick Holford Re: Bootstrap resampling! -> Randomization test
Mar 30, 2001 Stephen Duffull RE: Bootstrap resampling! -> Randomization test
Mar 30, 2001 Mats Karlsson Re: Bootstrap resampling!
Mar 30, 2001 Lewis B. Sheiner Re: Bootstrap resampling! -> Randomization test
Apr 07, 2001 Smith Brian P Re: Bootstrap resampling! -> Randomization test